From a00da3062c6c825b585f82275823ac45cdeb6502 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 一月 2024 19:16:20 +0800
Subject: [PATCH] L后成交太快撤单
---
l2/l2_data_manager_new.py | 519 +++++++++++++++++++++++++++++++++++++++++----------------
1 files changed, 374 insertions(+), 145 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 0ca71fd..ee7e1d3 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1,3 +1,4 @@
+import copy
import logging
import random
import time as t
@@ -8,29 +9,31 @@
from code_attribute.code_nature_analyse import HighIncreaseCodeManager
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
-from l2.l2_sell_manager import L2MarketSellManager
+from l2.l2_sell_manager import L2MarketSellManager, L2LimitUpSellManager
from l2.transaction_progress import TradeBuyQueue
from log_module import async_log_util, log_export
-from third_data import kpl_data_manager, block_info
-from utils import global_util, ths_industry_util, tool
+from third_data import kpl_data_manager, block_info, history_k_data_util
+from third_data.history_k_data_util import HistoryKDatasUtils
+from utils import global_util, ths_industry_util, tool, buy_condition_util
import l2_data_util
from db import redis_manager_delegate as redis_manager
-from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager
+from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager, LimitUpCodesPlateKeyManager
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
- LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer
+ LCancelBigNumComputer, LatestCancelIndexManager, LCancelRateManager, GCancelBigNumComputer
from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas, local_today_canceled_buyno_map
import l2.l2_data_util
-from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug
+from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug, \
+ logger_l2_not_buy_reasons
-from trade.trade_data_manager import CodeActualPriceProcessor
+from trade.trade_data_manager import CodeActualPriceProcessor, PlaceOrderCountManager
-from trade.trade_manager import TradeTargetCodeModeManager, AccountAvailableMoneyManager
+from trade.trade_manager import TradeTargetCodeModeManager, AccountAvailableMoneyManager, MarketSituationManager
class L2DataManager:
@@ -220,6 +223,7 @@
__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
__HourCancelBigNumComputer = HourCancelBigNumComputer()
__LCancelBigNumComputer = LCancelBigNumComputer()
+ __GCancelBigNumComputer = GCancelBigNumComputer()
__TradeStateManager = trade_manager.TradeStateManager()
__CodesTradeStateManager = trade_manager.CodesTradeStateManager()
__PauseBuyCodesManager = gpcode_manager.PauseBuyCodesManager()
@@ -227,13 +231,17 @@
__AccountAvailableMoneyManager = AccountAvailableMoneyManager()
__TradeBuyDataManager = trade_data_manager.TradeBuyDataManager()
__LimitUpTimeManager = limit_up_time_manager.LimitUpTimeManager()
- __BlackListCodeManager = l2_trade_util.BlackListCodeManager()
- __WhiteListCodeManager = l2_trade_util.WhiteListCodeManager()
+ __BlackListCodeManager = gpcode_manager.BlackListCodeManager()
+ __WhiteListCodeManager = gpcode_manager.WhiteListCodeManager()
__WantBuyCodesManager = gpcode_manager.WantBuyCodesManager()
__TradeTargetCodeModeManager = TradeTargetCodeModeManager()
__TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
__LatestCancelIndexManager = LatestCancelIndexManager()
__L2MarketSellManager = L2MarketSellManager()
+ __L2LimitUpSellManager = L2LimitUpSellManager()
+ __PlaceOrderCountManager = PlaceOrderCountManager()
+ __CodeNatureRecordManager = code_nature_analyse.CodeNatureRecordManager()
+ __MarketSituationManager = MarketSituationManager()
# 鑾峰彇浠ｇ爜璇勫垎
@classmethod
@@ -289,12 +297,6 @@
@classmethod
def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo):
trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
- if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
- need_cancel = FastCancelBigNumComputer().set_real_order_index(code, index)
- if need_cancel:
- l2_log.debug(code, "瑙﹀彂鎾ゅ崟锛屾挙鍗曚綅缃細{} 锛屾挙鍗曞師鍥狅細{}", index, "F鎾や笉澶�2绗旇Е鍙戞挙鍗�")
- cls.cancel_buy(code, msg="F鎾や笉澶�2绗旇Е鍙戞挙鍗�")
- return
l2_log.debug(code, "璁剧疆鐪熷疄涓嬪崟浣嶏細{}", index)
cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index)
@@ -323,11 +325,13 @@
cls.process_add_datas(code, datas, 0, __start_time)
except Exception as e:
async_log_util.error(logger_l2_error, f"code:{code}")
- async_log_util.exception(logger_l2_error, e)
+ # async_log_util.exception(logger_l2_error, e)
+ logger_l2_error.exception(e)
finally:
if datas:
l2_data_log.l2_time_log(code, "寮�濮嬩繚瀛樻暟鎹�")
l2.l2_data_util.save_l2_data(code, None, datas)
+ origin_datas.clear()
@classmethod
def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
@@ -374,17 +378,22 @@
# __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
# "l2鏁版嵁棰勫鐞嗘椂闂�")
- if len(add_datas) > 0:
+ # 9:29:55寮�濮嬪鐞嗘暟鎹�
+ if len(add_datas) > 0 and int(tool.get_now_time_str().replace(":", "")) > int("092955"):
# 鏄惁涓洪鏉夸唬鐮�
is_first_code = True # gpcode_manager.FirstCodeManager().is_in_first_record(code)
# 璁＄畻閲�
- volume_rate = code_volumn_manager.get_volume_rate(code)
+ current_sell = cls.__L2MarketSellManager.get_current_total_sell_data(code)
+ total_sell_volume = 0
+ if current_sell and len(current_sell) > 2:
+ total_sell_volume = current_sell[2]
+ volume_rate = code_volumn_manager.get_volume_rate(code, total_sell_volume=total_sell_volume)
volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate)
# 璁＄畻鍒嗗��
limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
if limit_up_time is None:
limit_up_time = tool.get_now_time_str()
- # score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)
+
score = None
cls.__l2PlaceOrderParamsManagerDict[code] = l2_trade_factor.L2PlaceOrderParamsManager(code, is_first_code,
volume_rate,
@@ -400,6 +409,23 @@
# "l2鏁版嵁鍑嗗鏃堕棿")
# 鏃堕棿宸笉鑳藉お澶ф墠鑳藉鐞�
if not l2_trade_util.is_in_forbidden_trade_codes(code):
+ # 璁＄畻鏉夸笂鍗�,褰撴暟鎹皯鏃舵墠璁＄畻锛屽惁鍒欎笉璁＄畻
+ try:
+ if len(add_datas) < 20:
+ has_limit_up_sell = False
+ for d in add_datas:
+ if L2DataUtil.is_limit_up_price_sell(d["val"]):
+ if d["val"]["num"] * float(d["val"]["price"]) < 5000:
+ continue
+ cls.__L2LimitUpSellManager.add_limit_up_sell(code, d["index"])
+ has_limit_up_sell = True
+ if has_limit_up_sell:
+ LCancelRateManager.compute_big_num_deal_rate(code)
+ # elif L2DataUtil.is_limit_up_price_sell_cancel(d["val"]):
+ # cls.__L2LimitUpSellManager.add_limit_up_sell(code, d["index"])
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁＄畻鏉夸笂鍗栧嚭閿欙細{str(e)}")
+
# 鍒ゆ柇鏄惁宸茬粡鎸傚崟
state = cls.__CodesTradeStateManager.get_trade_state_cache(code)
start_index = len(total_datas) - len(add_datas)
@@ -486,26 +512,11 @@
logging.exception(e)
async_log_util.error(logger_l2_error,
f"H鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} {str(e)}")
- # async_log_util.exception(logger_l2_error, e)
- logger_l2_error.exception(e)
+ async_log_util.exception(logger_l2_error, e)
+ # logger_l2_error.exception(e)
finally:
# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-H鎾ゅぇ鍗曡绠�")
pass
- return None, ""
-
- # F鎾�
- def f_cancel(_buy_single_index, _buy_exec_index):
- try:
- b_need_cancel, b_cancel_data = FastCancelBigNumComputer().need_cancel(code, start_index, end_index,
- order_begin_pos)
- if b_need_cancel and b_cancel_data:
- return b_cancel_data, f"F鎾�"
- except Exception as e:
- if constant.TEST:
- logging.exception(e)
- async_log_util.error(logger_l2_error,
- f"F鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 閿欒鍘熷洜锛歿str(e)}")
- async_log_util.exception(logger_l2_error, e)
return None, ""
# L鎾�
@@ -529,6 +540,25 @@
pass
return None, ""
+ # G鎾�
+ def g_cancel(_buy_single_index, _buy_exec_index):
+ try:
+ b_need_cancel, b_cancel_data, extra_msg = cls.__GCancelBigNumComputer.need_cancel(code,
+ _buy_exec_index,
+ start_index,
+ end_index)
+ if b_need_cancel and b_cancel_data:
+ return b_cancel_data, f"G鎾�({extra_msg})"
+ except Exception as e:
+ async_log_util.error(logger_l2_error,
+ f"G鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 閿欒鍘熷洜锛歿str(e)}")
+ # logger_l2_error.exception(e)
+ async_log_util.exception(logger_l2_error, e)
+ finally:
+ # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-L鎾ゅぇ鍗曡绠�")
+ pass
+ return None, ""
+
if start_index < 0:
start_index = 0
@@ -543,8 +573,8 @@
if order_begin_pos.buy_volume_rate is None:
buy_volume_rate = 0.2
cancel_data, cancel_msg = None, ""
- if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
- cancel_data, cancel_msg = f_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
+ if not cancel_data:
+ cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
# 渚濇澶勭悊
if not cancel_data:
@@ -597,15 +627,21 @@
l2_log.debug(code, "鎵ц涔板叆鎴愬姛")
################涓嬪崟鎴愬姛澶勭悊################
trade_result_manager.real_buy_success(code, cls.__TradePointManager)
+ l2_log.debug(code, "澶勭悊涔板叆鎴愬姛1")
cancel_buy_strategy.set_real_place_position(code, local_today_datas.get(code)[-1]["index"],
order_begin_pos.buy_single_index)
- l2_log.debug(code, "澶勭悊涔板叆鎴愬姛")
+ l2_log.debug(code, "澶勭悊涔板叆鎴愬姛2")
params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
l2_log.debug(code, params_desc)
############璁板綍涓嬪崟鏃剁殑鏁版嵁############
try:
jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
+ if jx_blocks:
+ jx_blocks = jx_blocks[0]
+ if jx_blocks_by:
+ jx_blocks_by = jx_blocks_by[0]
+
info = cls.__trade_log_placr_order_info_dict[code]
info.mode = order_begin_pos.mode
info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
@@ -615,7 +651,14 @@
info.set_kpl_blocks(list(jx_blocks_by))
else:
info.set_kpl_blocks([])
-
+ can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ if can_buy_result:
+ if not can_buy_result[0] and can_buy_result[1]:
+ info.set_kpl_match_blocks(["鐙嫍"])
+ elif not can_buy_result[0] and not can_buy_result[1]:
+ info.set_kpl_match_blocks(["闈炵嫭鑻椾笉婊¤冻韬綅"])
+ else:
+ info.set_kpl_match_blocks(can_buy_result[0])
trade_record_log_util.add_place_order_log(code, info)
except Exception as e:
async_log_util.error(logger_l2_error, f"鍔犲叆涔板叆璁板綍鏃ュ織鍑洪敊锛歿str(e)}")
@@ -806,21 +849,25 @@
limit_up_price = gpcode_manager.get_limit_up_price(code)
if float(limit_up_price) >= constant.MAX_CODE_PRICE:
- HighIncreaseCodeManager().add_code(code)
+ # HighIncreaseCodeManager().add_code(code)
return False, True, f"鑲′环澶т簬{constant.MAX_CODE_PRICE}鍧�"
- if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
- # 鏈�杩戝嚑澶╂湁鏈�澶ч噺锛屽垽鏂噺姣旀槸鍚﹀ぇ浜�60%
- if cls.volume_rate_info[code][0] < 0.6:
- HighIncreaseCodeManager().add_code(code)
- return False, True, f"杩戞棩鍑虹幇鏈�澶ч噺锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬0.6"
+ # place_order_count = cls.__PlaceOrderCountManager.get_place_order_count(code)
+ # if place_order_count and place_order_count >= 10:
+ # l2_trade_util.forbidden_trade(code, msg="褰撴棩涓嬪崟娆℃暟宸茶揪10娆�")
+ # return False, True, f"褰撴棩涓嬪崟娆℃暟宸茶揪10娆�"
+ # ---------鍧囦环绾︽潫-------------
+ average_rate = cls.__Buy1PriceManager.get_average_rate(code)
+ if average_rate and average_rate <= 0.01:
+ return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬1%"
+
+ total_data = local_today_datas.get(code)
if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
- total_data = local_today_datas.get(code)
trade_price = current_price_process_manager.get_trade_price(code)
if trade_price is None:
return False, True, f"灏氭湭鑾峰彇鍒板綋鍓嶆垚浜や环"
- if float(limit_up_price) - float(trade_price) > 0.00001:
+ if False and float(limit_up_price) - float(trade_price) > 0.00001:
# 璁＄畻淇″彿璧峰浣嶇疆鍒板綋鍓嶇殑鎵嬫暟
order_begin_pos = cls.__get_order_begin_pos(
code)
@@ -879,82 +926,222 @@
return False, True, f"鑷敱娴侀��200浜夸互涓婏紝涔�1鍓╀綑妗ｆ暟澶т簬10妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
open_limit_up_lowest_price = cls.__Buy1PriceManager.get_open_limit_up_lowest_price(code)
- price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
- if open_limit_up_lowest_price and (
- float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
- return False, True, f"鐐告澘鍚庢渶浣庝环璺岃嚦5%浠ヤ笅"
+ # price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
+ # if open_limit_up_lowest_price and (
+ # float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
+ # return False, True, f"鐐告澘鍚庢渶浣庝环璺岃嚦5%浠ヤ笅"
- # limit_up_info = cls.__Buy1PriceManager.get_limit_up_info(code)
- # if limit_up_info[0] is None and False:
- # total_data = local_today_datas.get(code)
- # buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
- # code)
- # # 涔嬪墠娌℃湁娑ㄥ仠杩�
- # # 缁熻涔板叆淇″彿浣嶅埌褰撳墠浣嶇疆娌℃湁鎾ょ殑澶у崟閲戦
- # min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
- # left_big_num = cls.__SecondCancelBigNumComputer.compute_left_big_num(code,
- # buy_single_index,
- # buy_exec_index,
- # total_data[-1][
- # "index"],
- # total_data,
- # 0, min_money_w)
- # if left_big_num > 0:
- # # 閲嶆柊鑾峰彇鍒嗘暟涓庡垎鏁扮储寮�
- # limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
- # if limit_up_time is None:
- # limit_up_time = tool.get_now_time_str()
- # score = first_code_score_manager.get_score(code, cls.volume_rate_info[code][0], limit_up_time, True,
- # left_big_num)
- # cls.__l2PlaceOrderParamsManagerDict[code].set_score(score)
-
- # logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
- # cls.__l2PlaceOrderParamsManagerDict[code].score_index,
- # cls.__l2PlaceOrderParamsManagerDict[code].score_info)
-
+ # 鍥炲皝鐨勭エ锛屼笅13:15涔板叆闇�瑕佸垽鏂澘鍧楁槸鍚︿负鐙嫍
+ # if open_limit_up_lowest_price and int(total_data[-1]["val"]["time"].replace(":", "")) > 131500:
+ # # 鑾峰彇褰撳墠绁ㄧ殑娑ㄥ仠鍘熷洜
+ # if code in LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict:
+ # limit_up_reason = kpl_data_manager.KPLLimitUpDataRecordManager.get_current_block(code)
+ # if limit_up_reason and limit_up_reason not in constant.KPL_INVALID_BLOCKS:
+ # # 鍒ゆ柇鏄惁鏄嫭鑻�
+ # codes = kpl_data_manager.KPLLimitUpDataRecordManager.get_current_codes_by_block(limit_up_reason)
+ # if codes:
+ # codes = copy.deepcopy(codes)
+ # codes.discard(code)
+ # if not codes:
+ # return False, True, f"13:15浠ュ悗鐐告澘涔嬪悗涓嬪崟锛岋紙{limit_up_reason}锛� 涓虹嫭鑻�"
+ # 鏆傛椂娉ㄩ噴鎯充拱鍗曞姛鑳�
if not cls.__WantBuyCodesManager.is_in_cache(code):
- if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
- return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
- score_index = None # cls.__l2PlaceOrderParamsManagerDict[code].score_index
- score = None # cls.__l2PlaceOrderParamsManagerDict[code].score
- score_info = None # cls.__l2PlaceOrderParamsManagerDict[code].score_info
-
- # lp = LineProfiler()
- # lp.enable()
- # lp_wrap = lp(cls.can_buy_first)
- # results = lp_wrap(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # lp.disable()
- # with open(f"{constant.get_path_prefix()}/logs/profile/{code}_can_buy_first.txt", 'w') as f:
- # f.write(output.getvalue())
- # return results
+ # if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
+ # return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
return cls.can_buy_first(code, limit_up_price)
else:
- return True, False, "鍦ㄦ兂涔板悕鍗曚腑"
+ return True, False, "鍦ㄦ兂涔板崟涓�"
+ # 鑾峰彇鍙互涔扮殑鏉垮潡
@classmethod
- def can_buy_first(cls, code, limit_up_price):
- # 鍒ゆ柇鏉垮潡
+ def __get_can_buy_block(cls, code):
can_buy_result = CodePlateKeyBuyManager.can_buy(code)
if can_buy_result is None:
async_log_util.warning(logger_debug, "娌℃湁鑾峰彇鍒版澘鍧楃紦瀛橈紝灏嗚幏鍙栨澘鍧�")
- yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
+ latest_current_limit_up_records = kpl_data_manager.get_latest_current_limit_up_records()
CodePlateKeyBuyManager.update_can_buy_blocks(code,
kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
- yesterday_codes,
- block_info.get_before_blocks_dict())
+ latest_current_limit_up_records,
+ block_info.get_before_blocks_dict(),
+ kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ return can_buy_result
+ @classmethod
+ def can_buy_first(cls, code, limit_up_price):
+ now_timestamp = int(tool.get_now_time_str().replace(":", ""))
+ # 鍒ゆ柇鏉垮潡
+ # (鍙互涔扮殑鏉垮潡鍒楄〃, 鏄惁鏄嫭鑻�, 娑堟伅绠�浠�,鍙拱鐨勫己鍔夸富绾�, 鏉垮潡鍏抽敭璇�)
+ can_buy_result = cls.__get_can_buy_block(code)
+ l2_log.debug(code, "鑾峰彇鍒扮殑鏉垮潡淇℃伅锛歿}", can_buy_result)
if can_buy_result is None:
return False, True, "灏氭湭鑾峰彇鍒版澘鍧椾俊鎭�"
+ # -------閲忕殑绾︽潫--------
+ volume_rate_thresholds = buy_condition_util.get_volume_rate_by_level(
+ 1), buy_condition_util.get_volume_rate_by_level(2)
- # 鏉垮潡涓嶅彲涔帮紝涓旀病鏈夋寕杩囧崟鐨勫氨涓嶈兘涔�
- if not can_buy_result[0] and trade_manager.CodesTradeStateManager().get_trade_state_cache(
- code) == trade_manager.TRADE_STATE_NOT_TRADE:
- return False, True, can_buy_result[1]
- return True, False, can_buy_result[1]
+ k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
+ # 鏄惁鏈夎鲸璇嗗害
+ is_special = True if k_format and k_format[8][0] else False
+ # 涓�5涓氦鏄撴棩鏈夌偢鏉夸箣鍚�
+ has_open_limit_up_in_5 = True if k_format and len(k_format) >= 11 and k_format[10] else False
+ # 涓�5涓氦鏄撴棩鏈夎穼鍋�
+ has_limit_down_in_5 = True if k_format and len(k_format) >= 13 and k_format[12] else False
+ # 鏄惁鏄己鍔�10鍒嗛挓
+ is_in_strong_time = now_timestamp <= int("094000")
+ # 鏄惁鏄己鍔�30鍒嗛挓
+ is_in_strong_time_30 = now_timestamp <= int("100000")
+
+ # 閲忓弬鑰冩槸鍚﹀湪鏈�杩�30澶�
+ # is_refer_volume_date_in_30_days = False
+ # try:
+ # volume_refer_date, volume_refer_date_distance = code_volumn_manager.get_volume_refer_date(code)
+ # if volume_refer_date_distance < 30:
+ # is_refer_volume_date_in_30_days = True
+ # except:
+ # pass
+
+ # 鑾峰彇甯傚満琛屾儏
+ situation = cls.__MarketSituationManager.get_situation_cache()
+ zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)
+ zyltgb_as_yi = round(global_util.zyltgb_map.get(code) / 100000000, 2)
+
+ if zyltgb_as_yi >= zylt_threshold_as_yi[1]:
+ return False, True, f"{zylt_threshold_as_yi[1]}浜夸互涓婄殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
+
+ if zyltgb_as_yi < zylt_threshold_as_yi[0]:
+ return False, True, f"{zylt_threshold_as_yi[0]}浜夸互涓嬬殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
+
+ # 鏈�浼樺競鍊�
+ is_best_zylt = True if zylt_threshold_as_yi[4] <= zyltgb_as_yi <= zylt_threshold_as_yi[5] else False
+
+ if is_special:
+ # 鍏锋湁杈ㄨ瘑搴︼紝绠椾綔鏈�浼樺競鍊�
+ zyltgb_as_yi = zylt_threshold_as_yi[2] + 1
+
+ # 鏄惁鏄渶浼樿嚜鐢辨祦閫氬競鍊�
+ is_better_zylt = True if zylt_threshold_as_yi[2] <= zyltgb_as_yi <= zylt_threshold_as_yi[3] else False
+
+ if is_in_strong_time_30 and is_best_zylt and can_buy_result[0]:
+ # 寮哄娍30鍒嗛挓锛屾渶浼樺競鍊�, 鏈夊彲浠ヤ笅鍗曠殑鏉垮潡锛屼笉鐪嬮噺
+ return True, False, can_buy_result[2]
+
+ if k_format and (k_format[1][0] or k_format[3][0]) and len(k_format) >= 12 and k_format[11]:
+ # 鐮村墠楂�/鎺ヨ繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
+ return False, True, f"鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
+
+ if HighIncreaseCodeManager().is_in(code):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.8:
+ return False, True, f"5澶╁唴3娆℃定鍋滐紝閲忔湭杈惧埌80%锛坽cls.volume_rate_info[code][0]}锛�"
+ msg_list = []
+ if is_in_strong_time:
+ msg_list.append("寮哄娍10鍒嗛挓")
+ # 涓�5涓氦鏄撴棩鏈夌偢鏉夸箣鍚�
+ if has_open_limit_up_in_5:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
+ return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩鐐告澘,閲忔湭杈惧埌{0.15}({cls.volume_rate_info[code][0]})"
+
+ # 涓�5涓氦鏄撴棩鏈夎穼鍋�
+ if has_limit_down_in_5:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
+ return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩璺屽仠,閲忔湭杈惧埌{0.15}({cls.volume_rate_info[code][0]})"
+
+ # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
+ if code in global_util.max60_volumn:
+ day = global_util.max60_volumn[code][1]
+ if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15 and not is_special:
+ return False, True, f"寮哄娍10鍒嗛挓锛屽弬鑰冮噺鍦ㄦ渶杩�5澶╋紝鏃犺鲸璇嗗害锛岄噺鏈揪鍒�0.15({cls.volume_rate_info[code][0]})"
+
+ # 鐙嫍
+ if not can_buy_result[0] and can_buy_result[1]:
+ msg_list.append("鐙嫍")
+ if not is_best_zylt:
+ # 濡傛灉娌℃湁杈ㄨ瘑搴︽墠涓嶄拱
+ if not is_special:
+ return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝 鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟锛坽can_buy_result[4]}锛夎嚜鐢辨祦閫氬競鍊硷紙{zyltgb_as_yi}锛変笉鏄壒浼樺競鍊�"
+ if k_format and (k_format[1][0] or k_format[3][0]):
+ msg_list.append("鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮")
+ # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
+ return False, True, f"寮哄娍10鍒嗛挓锛岀嫭鑻楋紙{can_buy_result[4]}锛夛紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
+ else:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
+ 0] and not is_special:
+ return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝鐙嫍锛坽can_buy_result[4]}锛�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
+ else:
+ msg_list.append("闈炵嫭鑻�")
+ if not is_better_zylt:
+ msg_list.append("涓嶆弧瓒宠嚜鐢辨祦閫�")
+ if k_format and (k_format[1][0] or k_format[3][0]):
+ # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
+ return False, True, f"寮哄娍10鍒嗛挓锛屽悗鎺掞紝涓嶆弧瓒宠嚜鐢卞競鍊硷紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
+ else:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
+ 0] and not is_special:
+ return False, True, f"寮哄娍10鍒嗛挓锛屽悗鎺�,鏃犺鲸璇嗗害锛屼笉婊¤冻鑷敱甯傚�硷紝褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
+ else:
+ msg_list.append("婊¤冻鑷敱娴侀��")
+ # 鍚庢帓锛屾弧瓒宠嚜鐢辨祦閫氬競鍊奸渶瑕佷笅鍗�
+ return True, False, can_buy_result[2]
+ return True, False, can_buy_result[2]
+ else:
+
+ # 涓�5涓氦鏄撴棩鏈夌偢鏉夸箣鍚�
+ if has_open_limit_up_in_5:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29:
+ return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩鐐告澘,閲忔湭杈惧埌{0.29}({cls.volume_rate_info[code][0]})"
+
+ # 涓�5涓氦鏄撴棩鏈夎穼鍋�
+ if has_limit_down_in_5:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29:
+ return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩璺屽仠,閲忔湭杈惧埌{0.29}({cls.volume_rate_info[code][0]})"
+
+ # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
+ if code in global_util.max60_volumn:
+ day = global_util.max60_volumn[code][1]
+ if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29 and not is_special:
+ return False, True, f"鍙傝�冮噺鍦ㄦ渶杩�5澶╋紝鏃犺鲸璇嗗害锛岄噺鏈揪鍒�0.29({cls.volume_rate_info[code][0]})"
+
+ # 闈炲己鍔�10鍒嗛挓鍙拱涓荤嚎
+ if not can_buy_result[0] and can_buy_result[1]:
+ if not is_special and not is_best_zylt:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝闈炵壒浼樺競鍊�,鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟"
+ if can_buy_result[3]:
+ # 寮哄娍涓荤嚎
+ if not is_better_zylt:
+ if k_format and (k_format[1][0] or k_format[3][0]):
+ # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛屽己鍔夸富绾垮悗鎺掞紝涓嶆弧瓒宠嚜鐢卞競鍊硷紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
+ else:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
+ 0] and not is_special:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛屽己鍔夸富绾垮悗鎺�,涓嶆弧瓒宠嚜鐢卞競鍊硷紝鏃犺鲸璇嗗害锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
+ else:
+ if k_format and (k_format[1][0] or k_format[3][0]):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[0]:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛屽己鍔夸富绾垮悗鎺�,婊¤冻鑷敱甯傚�硷紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮, 褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
+ else:
+ # 闈炲己鍔夸富绾�
+ if not is_better_zylt:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
+ 1] and not is_special:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛岄潪寮哄娍涓荤嚎鍚庢帓銆愪富绾垮悗鎺掋�戯紝涓嶆弧瓒宠嚜鐢卞競鍊�,鏃犺鲸璇嗗害锛� 褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
+ else:
+ if k_format and (k_format[1][0] or k_format[3][0]):
+ # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛岄潪寮哄娍涓荤嚎鍚庢帓銆愪富绾垮悗鎺掋�戯紝婊¤冻鑷敱甯傚�硷紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮, 褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
+ else:
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
+ 0] and not is_special:
+ return False, True, f"闈炲己鍔�10鍒嗛挓锛岄潪寮哄娍涓荤嚎鍚庢帓銆愪富绾垮悗鎺掋��, 婊¤冻鑷敱甯傚�硷紝鏃犺鲸璇嗗害锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
+ return True, False, can_buy_result[2]
@classmethod
def __cancel_buy(cls, code):
@@ -975,7 +1162,9 @@
# 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
order_begin_pos = cls.__get_order_begin_pos(
code)
- total_datas = local_today_datas[code]
+ total_datas = local_today_datas.get(code)
+ if not total_datas:
+ return False
if source == "trade_queue":
# 浜ゆ槗闃熷垪瑙﹀彂鐨勯渶瑕佷笅鍗曞悗5s
if order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > 0:
@@ -1087,7 +1276,7 @@
trade_index, is_default = TradeBuyQueue().get_traded_index(code)
if trade_index and not is_default:
m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
- thresh_hold_num = m_base_val * 3 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
+ thresh_hold_num = m_base_val * 4 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
# 鐪熷疄涓嬪崟浣嶅埌鎴愪氦浣嶇疆鐨勭函涔伴 * 3
total_num = 0
for i in range(trade_index + 1, buy_single_index):
@@ -1116,12 +1305,24 @@
order_begin_pos.count = 0
order_begin_pos.buy_single_index = buy_single_index
if order_begin_pos.sell_info:
- if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][0] > 0.3 and sell_info[1] > 2000 * 10000:
+ # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
+ # if k_format and (k_format[1][0] or k_format[3][0]):
+ # # 鑲′环鏂伴珮鎴栬�呴�艰繎鍓嶉珮
+ # order_begin_pos.threshold_money = int(sell_info[1])
+ # else:
+ if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
+ 0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
+ tool.get_now_time_str().replace(":", "")) < int("100000"):
# 鏆傛椂鎵�8鎶�
# order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
# 娣辫瘉鎬诲崠澶т簬1000涓囩殑绁紝m鍊兼墦5鎶�
if code.find('00') == 0:
- order_begin_pos.threshold_money = int(sell_info[1] * 0.6)
+ # 娣卞湷棣栨涓嬪崟鎵撴姌
+ place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
+ if place_order_count is not None and place_order_count == 0:
+ order_begin_pos.threshold_money = int(sell_info[1] * 0.6)
+ else:
+ order_begin_pos.threshold_money = int(sell_info[1])
else:
order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
else:
@@ -1150,11 +1351,11 @@
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m鍊奸槇鍊艰绠�")
# 涔板叆绾拱棰濈粺璁�
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = None, None, None, None, []
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = None, None, None, None, [], ""
if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
threshold_money = order_begin_pos.threshold_money
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new = cls.__sum_buy_num_for_order_fast(
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, not_buy_msg = cls.__sum_buy_num_for_order_fast(
code,
start_process_index,
compute_end_index,
@@ -1165,7 +1366,7 @@
threshold_money = threshold_money_new
order_begin_pos.threshold_money = threshold_money
else:
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_3(
code,
start_process_index,
compute_end_index,
@@ -1208,7 +1409,7 @@
# 淇濆瓨闂數涓嬪崟鐨勪拱鍏ヤ俊鎭�
if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
cls.__latest_fast_place_order_info_dict[code] = (
- order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])
+ order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
if new_buy_exec_index < compute_end_index:
@@ -1228,6 +1429,8 @@
max_num_set=max_num_set_new, mode=order_begin_pos.mode,
sell_info=order_begin_pos.sell_info,
threshold_money=threshold_money))
+ # 璁板綍娌′笅鍗曞師鍥�
+ async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{not_buy_msg}")
_start_time = t.time()
l2_data_log.l2_time_log(code, "__start_compute_buy 缁撴潫")
@@ -1412,13 +1615,13 @@
# 鐩爣璁㈠崟鏁伴噺
threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()
- buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
+ # buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
# 鍙互瑙﹀彂涔帮紝褰撴湁娑ㄥ仠涔颁俊鍙锋椂鎵嶄細瑙﹀彂涔�
trigger_buy = True
- # 闂撮殧鏈�澶ф椂闂翠緷娆′负锛�3,9,27,81
- max_space_time = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range()
+ # 鏈�澶ч棿闅旀椂闂磎s
+ max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
# 鏈�澶т拱閲�
max_buy_num = 0
max_buy_num_set = set(max_num_set)
@@ -1429,21 +1632,22 @@
# 杈冨ぇ鍗曠殑鎵嬫暟
bigger_num = round(5000 / limit_up_price)
+ not_buy_msg = ""
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
trigger_buy = False
# 蹇呴』涓鸿繛缁�2绉掑唴鐨勬暟鎹�
- if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
+ if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
cls.__TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
- return None, buy_nums, buy_count, None, max_buy_num_set
+ return None, buy_nums, buy_count, None, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
else:
# 璁＄畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
for ii in range(buy_single_index + 1, compute_end_index + 1):
if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
- return None, buy_nums, buy_count, ii, max_buy_num_set
+ return None, buy_nums, buy_count, ii, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
# 娑ㄥ仠涔�
if L2DataUtil.is_limit_up_price_buy(_val):
if l2_data_util.is_big_money(_val):
@@ -1492,22 +1696,37 @@
max_buy_num_set_count = 0
for i1 in max_buy_num_set:
max_buy_num_set_count += total_datas[i1]["re"]
- # 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
- if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
- try:
- info = cls.__trade_log_placr_order_info_dict[code]
- info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
- except Exception as e:
- async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
- return i, buy_nums, buy_count, None, max_buy_num_set
+ if buy_nums < threshold_num:
+ not_buy_msg = f"銆恵i}銆戠函涔伴涓嶈冻锛寋buy_nums}/{threshold_num}"
+ continue
+
+ if buy_count < threshold_count:
+ not_buy_msg = f"銆恵i}銆戝畨鍏ㄧ瑪鏁颁笉澶燂紝{buy_count}/{threshold_count}"
+ continue
+
+ if not trigger_buy:
+ not_buy_msg = f"銆恵i}銆戞病鏈変拱鍗曡Е鍙�"
+ continue
+
+ if max_buy_num_set_count < big_num_count:
+ not_buy_msg = f"銆恵i}銆戝ぇ鍗曟暟閲忎笉瓒筹紝{max_buy_num_set_count}/{big_num_count}"
+ continue
+
+ try:
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+
+ return i, buy_nums, buy_count, None, max_buy_num_set, "鍙互涓嬪崟"
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿} 鐩爣绾拱鍗曟暟锛歿} 澶у崟鏁伴噺锛歿} 鐩爣澶у崟鏁伴噺锛歿}",
compute_start_index,
buy_nums,
threshold_num, buy_count, threshold_count, max_buy_num_set_count, big_num_count)
- return None, buy_nums, buy_count, None, max_buy_num_set
+ return None, buy_nums, buy_count, None, max_buy_num_set, not_buy_msg
# 杩斿洖(涔板叆鎵ц鐐�, 鎬绘墜, 鎬荤瑪鏁�, 浠庢柊璁＄畻璧风偣, 绾拱棰濋槇鍊�)
# 璁＄畻蹇�熶拱鍏�
@@ -1529,27 +1748,29 @@
# 鐩爣鎵嬫暟
threshold_num = round(threshold_money / (limit_up_price * 100))
- buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
+ # buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
# 鍙互瑙﹀彂涔帮紝褰撴湁娑ㄥ仠涔颁俊鍙锋椂鎵嶄細瑙﹀彂涔�
trigger_buy = True
# 闂撮殧鏈�澶ф椂闂翠负3s
- max_space_time = 3
+ max_space_time_ms = 3 * 1000
+ # 涓嶄笅鍗曠殑淇℃伅
+ not_buy_msg = ""
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
trigger_buy = False
# 蹇呴』涓鸿繛缁�2绉掑唴鐨勬暟鎹�
- if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
+ if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
cls.__TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
- return None, buy_nums, buy_count, None, threshold_money
+ return None, buy_nums, buy_count, None, threshold_money, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
else:
# 璁＄畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
for ii in range(buy_single_index + 1, compute_end_index + 1):
if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
- return None, buy_nums, buy_count, ii, threshold_money
+ return None, buy_nums, buy_count, ii, threshold_money, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
if L2DataUtil.is_sell(_val):
threshold_money += _val["num"] * int(float(_val["price"]) * 100)
threshold_num = round(threshold_money / (limit_up_price * 100))
@@ -1591,22 +1812,30 @@
buy_count -= int(total_datas[i]["re"])
l2_log.buy_debug(code, "浣嶇疆-{}锛屾�绘墜鏁帮細{}锛岀洰鏍囨墜鏁帮細{}", i,
buy_nums, threshold_num)
- # 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
- if buy_nums >= threshold_num and trigger_buy:
- try:
- info = cls.__trade_log_placr_order_info_dict[code]
- info.set_trade_factor(threshold_money, 0, [])
- except Exception as e:
- async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+ # 绾拱棰濊冻澶燂紝涓旂瑪鏁板ぇ浜�5绗�
+ if buy_nums < threshold_num:
+ not_buy_msg = f"銆恵i}銆戠函涔伴涓嶅锛寋buy_nums}/{threshold_num}"
+ continue
+ if not trigger_buy:
+ not_buy_msg = f"銆恵i}銆戞病鏈変拱鍗曡Е鍙�"
+ continue
+ if buy_count < 5:
+ not_buy_msg = f"銆恵i}銆戝畨鍏ㄧ瑪鏁颁笉瓒筹紝{buy_count}/{5}"
+ continue
+ try:
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.set_trade_factor(threshold_money, 0, [])
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
- return i, buy_nums, buy_count, None, threshold_money
+ return i, buy_nums, buy_count, None, threshold_money, "鍙互涓嬪崟"
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣(蹇�熶拱鍏�)锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿}",
compute_start_index,
buy_nums,
threshold_num, buy_count)
- return None, buy_nums, buy_count, None, threshold_money
+ return None, buy_nums, buy_count, None, threshold_money, not_buy_msg
def test_trade_record():
--
Gitblit v1.8.0